+362.4%
CFG vs SPYG
+501.0%
-138.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +1.5% | +0.4% | +1.2% | +1.2% |
| 30D | -3.8% | -0.4% | -3.4% | -3.5% |
| 3M | +11.5% | +0.5% | +10.9% | +10.1% |
| 6M | +19.2% | +17.5% | +1.7% | +1.1% |
| YTD | +23.7% | +14.3% | +9.4% | +7.6% |
| 1Y | +38.8% | +21.7% | +17.1% | +13.3% |
| 3Y | +178.9% | +98.6% | +80.3% | +38.3% |
| 5Y | +101.8% | +85.1% | +16.7% | +5.7% |
| 10Y | +317.3% | +412.0% | -94.8% | -27.7% |
| All | +362.4% | +501.0% | -138.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling